+73.2%
MMM vs FSLY
-25.7%
+98.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +5.8% | -22.4% | +28.2% | +6.9% |
| 30D | +17.9% | -45.5% | +63.4% | +20.9% |
| 3M | +3.6% | -30.4% | +34.0% | +4.4% |
| 6M | +32.9% | -22.1% | +55.0% | +32.7% |
| YTD | +19.5% | +57.0% | -37.5% | +11.6% |
| 1Y | +16.5% | +38.2% | -21.7% | +9.6% |
| 3Y | +167.2% | -2.5% | +169.7% | +146.5% |
| 5Y | +48.2% | -68.8% | +117.1% | +36.4% |
| All | +73.2% | -25.7% | +98.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling